+33.5%
EXC vs GAP
+70.6%
-37.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +1.4% | -1.9% | +3.3% | +1.4% |
| 30D | +8.6% | -7.1% | +15.6% | +8.6% |
| 3M | +2.4% | +4.1% | -1.7% | +2.4% |
| 6M | +6.5% | +1.9% | +4.5% | +6.5% |
| YTD | +9.0% | -15.2% | +24.2% | +9.0% |
| 1Y | +4.6% | -10.6% | +15.2% | +4.5% |
| 3Y | +33.5% | +74.6% | -41.1% | +34.7% |
| All | +33.5% | +70.6% | -37.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling